DSGE models with observation-driven time-varying volatility (Q1788013)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | DSGE models with observation-driven time-varying volatility |
scientific article |
Statements
DSGE models with observation-driven time-varying volatility (English)
0 references
8 October 2018
0 references
DSGE models
0 references
score-driven models
0 references
time-varying parameters
0 references